Faculty of Economics

Cross Section Dependence in Panel Data Models


Links to Data:


1. GVAR Toolbox

2. "Exponent of Cross-sectional Dependence: Estimation and Inference" data

3 "The Spatial and Temporal Diffusion of House Prices in the UK" data

4 "A Spatio-Temporal Model Of House Prices In The US" data

5 "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence" data
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Faculty Of Economics
University of Cambridge, Sidgwick Avenue,Cambridge,CB3 9DD.
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Maintained by it@econ.cam.ac.uk.